Search for dissertations about: "Yaozhong Hu"
Found 1 swedish dissertation containing the words Yaozhong Hu.
1. A Differentiable Approach to Stochastic Differential Equations : the Smoluchowski Limit Revisited
Abstract : In this thesis we generalize results by Smoluchowski , Chandrasekhar, Kramers, and Nelson . Their aim is to construct Brownian motion as a limit of stochastic processes with differentiable sample paths by exploiting a scaling limit which is a particular type of averaging studied by Papanicolao . READ MORE